An Efficient Bayes Coding Algorithm for Changing Context Tree Model

Abstract

The context tree model has the property that the occurrence probability of symbols is determined from a finite past sequence and is a broader class of sources that includes i.i.d. or Markov sources. This paper proposes a non-stationary source with context tree models that change from interval to interval. The Bayes code for this source requires weighting of the posterior probabilities of the context tree models and change points, so the computational complexity of it usually increases to exponential order. Therefore, the challenge is how to reduce the computational complexity. In this paper, we propose a special class of prior probability distribution of context tree models and change points and develop an efficient Bayes coding algorithm by combining two existing Bayes coding algorithms. The algorithm minimizes the Bayes risk function of the proposed source in this paper, and the computational complexity of the proposed algorithm is polynomial order. We investigate the behavior and performance of the proposed algorithm by conducting experiments.